Goldman Sachs Call 75 SRE 19.07.2024
/ DE000GG6VJK8
Goldman Sachs Call 75 SRE 19.07.2.../ DE000GG6VJK8 /
2024-06-06 5:29:09 PM |
Chg.- |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
- |
- Bid Size: - |
- Ask Size: - |
Sempra |
75.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
GG6VJK |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Sempra |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-04-19 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
28.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.23 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.19 |
Historic volatility: |
0.17 |
Parity: |
0.09 |
Time value: |
0.16 |
Break-even: |
71.34 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.03 |
Spread %: |
13.76% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
17.34 |
Rho: |
0.05 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.200 |
1M High / 1M Low: |
0.430 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.233 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.280 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
318.97% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |